public static List <ResponseSessionRecord> GenerateResponseSessionRecords(TradeMode mode, int numRecords)
{
var backtestRecords = new List <ResponseSessionRecord>();
Random random = new Random();
int iRandomResponseIndex = random.Next(1, _responseTypes.Length + 1) - 1;
var responseType = _responseTypes[iRandomResponseIndex];
var date = DateTime.Now.AddDays(-20).AddMinutes(random.Next(1, 59)).AddSeconds(random.Next(1, 59));
for (int i = 0; i < 20; i++)
{
double pnlSwitch = random.NextDouble() > 0.5 ? 1 : -1;
DateTime tradeDate = date.AddDays(-random.Next(10, 100));
string parameters = "XMACoefficient=" + random.Next(0, 50) + "|IntervalSize=" + random.Next(25, 75) +
"|" +
tradeDate.Date.ToString("MM/dd/yyy");
backtestRecords.Add(new ResponseSessionRecord
{
GUID = responseType + "|" + parameters,
Mode = mode,
NumTrades = random.Next(5, 100),
PNL = Math.Round(pnlSwitch * 100 * random.NextDouble(), 2),
WinLossRatio = Math.Round(1 + random.NextDouble(), 2)
});
}
return(backtestRecords);
}
public decimal TradeProduct(Order order, TradeMode tradeMode)
{
if (order == null)
{
throw new ArgumentNullException(nameof(order));
}
foreach (var orderLine in order.OrderLines)
{
var matchProduct = Products.First(p =>
p.ProductName == orderLine.ProductName
/*&& orderLine.ProductAttributes.SequenceEqual(p.ProductAttributes)*/);
var matchVariant =
matchProduct.ProductVariants.First(v => v.ProductVariantId == orderLine.ProductVariantId);
if (tradeMode == TradeMode.Buy)
{
matchProduct.UnitsInStock += orderLine.Quantity;
return(matchVariant.BuyPrice * orderLine.Quantity * -1);
}
else
{
if (matchProduct.UnitsInStock < orderLine.Quantity)
{
throw new OutOfStockException();
}
matchProduct.UnitsInStock -= orderLine.Quantity;
return(matchVariant.SellPrice * orderLine.Quantity);
}
}
return(0);
}
private static void SetTradeMode(TradeMode Mode)
{
var setting = Settings.Where(z => z.SettingName == "TRADE_MODE").First();
if (Mode == TradeMode.Normal)
{
setting.ValueString = "NORMAL";
}
if (Mode == TradeMode.Hit)
{
setting.ValueString = "HIT";
}
if (Mode == TradeMode.Aggressive)
{
setting.ValueString = "AGGRESSIVE";
}
if (Mode == TradeMode.BestBidOffer)
{
setting.ValueString = "BEST";
}
if (Mode == TradeMode.BestAgressive)
{
setting.ValueString = "BESTAGGRESSIVE";
}
}
public static MsgTrade Create(int uniqueId, TradeMode mode)
{
var packet = new MsgTrade
{
Size = (ushort)sizeof(MsgTrade),
Id = 1056, UniqueId = uniqueId, Mode = mode,
};
return(packet);
}
private static void SetTradeMode(TradeMode Mode)
{
var setting = Settings.Where(z => z.SettingName == "TRADE_MODE").First();
if (Mode == TradeMode.Normal) setting.ValueString = "NORMAL";
if (Mode == TradeMode.Hit) setting.ValueString = "HIT";
if (Mode == TradeMode.Aggressive) setting.ValueString = "AGGRESSIVE";
if (Mode == TradeMode.BestBidOffer) setting.ValueString = "BEST";
if (Mode == TradeMode.BestAgressive) setting.ValueString = "BESTAGGRESSIVE";
}
private static PaymentResult ChangeBalance(Wallet wallet, TradeMode tradeMode, decimal totalFee, string tradeCode, string bizSource, long handlerId)
{
if (string.IsNullOrEmpty(bizSource))
{
throw new ArgumentNullException("bizSource");
}
if ((tradeMode == TradeMode.Payoff && totalFee < 0) || (tradeMode == TradeMode.Payout && totalFee > 0))
{
totalFee = 0 - totalFee;
}
var addWithdrawBalance = ModuleEnvironment.RealityMoneyBizSourceScopeList.Contains(bizSource);
var journal = new WalletJournal();
journal.WalletId = wallet.WalletId;
journal.TradeMode = tradeMode;
journal.TargetTradeCode = tradeCode;
journal.BizSource = bizSource;
journal.TotalFee = totalFee;
journal.HandlerId = handlerId;
using (var scope = new System.Transactions.TransactionScope())
{
var changed = wallet.AddBalance(totalFee, addWithdrawBalance);
if (changed)
{
journal.Save();
scope.Complete();
var paidDetail = new Dictionary <string, object>();
paidDetail.Add("TradeCode", tradeCode);
paidDetail.Add("WalletId", wallet.WalletId);
paidDetail.Add("WalletType", wallet.WalletType);
paidDetail.Add("JournalId", journal.JournalId);
paidDetail.Add("BizSource", journal.BizSource);
paidDetail.Add("TotalFee", journal.TotalFee);
return(new PaymentResult()
{
Success = true, PaidDetail = paidDetail.ToJson()
});
}
return(new PaymentResult()
{
Success = false
});
}
}
/// <summary>
/// The basic method that can be used for creating orders and trading on the exchange.
/// See https://github.com/wex-exchange/api-doc/blob/master/trade-api.md#Trade
/// </summary>
/// <param name="pair">Pair</param>
/// <param name="type">Order type: buy or sell</param>
/// <param name="rate">The rate at which you need to buy/sell</param>
/// <param name="amount">The amount you need to buy/sell</param>
/// <param name="mode">Order mode</param>
public TradeAnswer Trade(
WexPair pair,
TradeType type,
decimal rate,
decimal amount,
TradeMode mode = TradeMode.Limit)
{
var args = new Dictionary <string, string>()
{
{ "method", "Trade" },
{ "pair", WexPairHelper.ToString(pair) },
{ "type", TradeTypeHelper.ToString(type) },
{ "rate", DecimalToString(rate) },
{ "amount", DecimalToString(amount) },
{ "mode", TradeModeHelper.ToString(mode) }
};
string query_answer = QueryExec(args);
var json_result = ParseAnswer(query_answer);
return(TradeAnswer.ReadFromJObject(json_result));
}
internal SymbolInfo(MT4 conn, SDParser p)
{
//
IsSelected = p.popBoolean();
IsFloatingSpread = p.popBoolean();
//
SessionDeals = p.popLong();
SessionBuyOrders = p.popLong();
SessionSellOrders = p.popLong();
Volume = p.popLong();
VolumeHigh = p.popLong();
VolumeLow = p.popLong();
//
Digits = p.popInt();
Spread = p.popInt();
StopsLevel = p.popInt();
FreezeLevel = p.popInt();
//
ContractPriceCalculationMode = ((PriceCalculationMode[])Enum.GetValues(typeof(PriceCalculationMode)))[p.popInt()];
TradeMode = ((TradeMode[])Enum.GetValues(typeof(TradeMode)))[p.popInt()];
SwapMode = ((SwapMode[])Enum.GetValues(typeof(SwapMode)))[p.popInt()];
SwapRollover3Days = ((DayOfWeek[])Enum.GetValues(typeof(DayOfWeek)))[p.popInt()];
TradeExecutionMode = ((TradeExecutionMode[])Enum.GetValues(typeof(TradeExecutionMode)))[p.popInt()];
//
Time = conn.ToDate(p.popDouble());
StartTime = conn.ToDate(p.popDouble());
ExpirationTime = conn.ToDate(p.popDouble());
//
ExpirationModes = ExpirationModeValues(p.popInt());
FillingModes = FillingModeValues(p.popInt());
OrderModes = OrderModeValues(p.popInt());
//
BaseCurrency = p.pop();
ProfitCurrency = p.pop();
MarginCurrency = p.pop();
Description = p.pop();
Path = p.pop();
//
Bid = p.popDouble();
BidHigh = p.popDouble();
BidLow = p.popDouble();
Ask = p.popDouble();
AskHigh = p.popDouble();
AskLow = p.popDouble();
Last = p.popDouble();
LastHigh = p.popDouble();
LastLow = p.popDouble();
Point = p.popDouble();
TradeTickValue = p.popDouble();
TradeTickValueProfit = p.popDouble();
TradeTickValueLoss = p.popDouble();
TradeTickSize = p.popDouble();
TradeContractSize = p.popDouble();
MinVolume = p.popDouble();
MaxVolume = p.popDouble();
StepVolume = p.popDouble();
LimitVolume = p.popDouble();
LongSwap = p.popDouble();
ShortSwap = p.popDouble();
InitialMargin = p.popDouble();
MaintenanceMargin = p.popDouble();
LongMargin = p.popDouble();
ShortMargin = p.popDouble();
LimitMargin = p.popDouble();
StopMargin = p.popDouble();
StopLimitMargin = p.popDouble();
SessionVolume = p.popDouble();
SessionTurnover = p.popDouble();
SessionInterest = p.popDouble();
SessionBuyOrdersVolume = p.popDouble();
SessionSellOrdersVolume = p.popDouble();
SessionOpenPrice = p.popDouble();
SessionClosePrice = p.popDouble();
SessionAverageWeightedPrice = p.popDouble();
SessionSettlementPrice = p.popDouble();
SessionMinLimitPrice = p.popDouble();
SessionMaxLimitPrice = p.popDouble();
}
public static string ToString(TradeMode v)
{
return(Enum.GetName(typeof(TradeMode), v).ToLowerInvariant());
}
